Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.219616 0.236167 0.253876 0.274323 0.297392 0.322744 0.352894
2026-01-11 0.196669 0.218108 0.242182 0.271482 0.306552 0.347668 0.400269
2026-01-18 0.183340 0.208227 0.237249 0.274116 0.320488 0.378015 0.456693
2026-01-25 0.167846 0.193878 0.225072 0.265964 0.319368 0.388608 0.488591
2026-02-01 0.154999 0.181449 0.213839 0.257400 0.316096 0.395121 0.514837
2026-02-08 0.146948 0.174219 0.208313 0.255321 0.320653 0.412043 0.557616
2026-02-15 0.143100 0.171904 0.208703 0.260803 0.335686 0.444996 0.629485
2026-02-22 0.137479 0.166853 0.205024 0.260219 0.341744 0.465047 0.683785
2026-03-01 0.132068 0.161713 0.200812 0.258410 0.345593 0.481803 0.735073
2026-03-08 0.126456 0.155979 0.195399 0.254383 0.345543 0.492031 0.776080
2026-03-15 0.121295 0.150589 0.190134 0.250143 0.344665 0.500570 0.815184
2026-03-22 0.118986 0.148968 0.190024 0.253486 0.356004 0.531191 0.904980
2026-03-29 0.117321 0.148235 0.191234 0.259076 0.371839 0.572578 1.030534
2026-04-05 0.113603 0.144434 0.187777 0.257138 0.374756 0.590366 1.107330
2026-04-12 0.111455 0.142757 0.187329 0.259886 0.385975 0.625736 1.238829
2026-04-19 0.106760 0.137227 0.180873 0.252513 0.378498 0.622445 1.267057
2026-04-26 0.102233 0.131788 0.174341 0.244662 0.369561 0.615112 1.282450
2026-05-03 0.099507 0.128879 0.171517 0.242769 0.371416 0.630872 1.370841
2026-05-10 0.098685 0.128717 0.172850 0.247859 0.386738 0.678234 1.577391
2026-05-17 0.096560 0.126540 0.170960 0.247325 0.391178 0.701669 1.715867
2026-05-24 0.094292 0.124068 0.168502 0.245655 0.393211 0.719736 1.844197
2026-05-31 0.091677 0.120994 0.164979 0.241927 0.390802 0.726657 1.932934
2026-06-07 0.089147 0.117978 0.161441 0.237999 0.387690 0.731445 2.016258